+424.9%
ZWS vs VT
+364.0%
+60.9%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.9% | +0.4% | -1.4% | -1.5% |
| 30D | -9.6% | +1.0% | -10.5% | -10.7% |
| 3M | +0.6% | +2.4% | -1.8% | -2.8% |
| 6M | -5.0% | +12.0% | -17.0% | -18.1% |
| YTD | +3.1% | +15.3% | -12.2% | -14.6% |
| 1Y | +4.6% | +22.6% | -18.0% | -19.9% |
| 3Y | +65.2% | +74.7% | -9.4% | -20.4% |
| 5Y | +63.5% | +66.1% | -2.6% | -14.9% |
| 10Y | +377.6% | +225.0% | +152.6% | +12.4% |
| All | +424.9% | +364.0% | +60.9% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling